The Half-Half Plot

J.H.J. Einmahl, M. Gantner

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Abstract

The Half-Half (HH) plot is a new graphical method to investigate qualitatively the shape of a regression curve. The empirical HH-plot counts observations in the lower and upper quarter of a strip that moves horizontally over the scatter plot. The plot displays jumps clearly and reveals further features of the regression curve. We prove a functional central limit theorem for the empirical HH-plot, with rate of convergence 1=p n. In a simulation study the good performance of the plot is demonstrated. The method is also applied to two case studies.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages24
Volume2009-77
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-77

Keywords

  • Data analysis
  • functional central limit theorem
  • graphical methods
  • jump detection
  • nonparametric regression

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  • Cite this

    Einmahl, J. H. J., & Gantner, M. (2009). The Half-Half Plot. (CentER Discussion Paper; Vol. 2009-77). Econometrics.